Biocryst Pharmaceuticals Inc (BCRX) Historical Volatility

Tracking BCRX historical volatility helps you see how much Biocryst Pharmaceuticals Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Biocryst Pharmaceuticals Inc's HV tells you what really happened. Use our scanner to monitor BCRX 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The BCRX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Biocryst Pharmaceuticals Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

BioCryst Pharmaceuticals, Inc., a biotechnology company, discovers novel, oral, and small-molecule medicines. The company markets peramivir injection, an intravenous neuraminidase inhibitor for the treatment of acute uncomplicated influenza under the RAPIVAB, RAPIACTA, and PERAMIFLU names; and ORLADEYO, an oral serine protease inhibitor to treat hereditary angioedema. It is also developing BCX9930, an oral factor D inhibitor, which is in Phase II clinical trial for complement-mediated diseases; BCX9250, an oral activin receptor-like kinase-2 inhibitor that is in Phase I clinical trial to treat fibrodysplasia ossificans progressiva; and Galidesivir, a RNA dependent-RNA polymerase inhibitor, which is in Phase I clinical trial to treat various RNA viruses, including Marburg, Yellow Fever, Ebola, and Zika.

The company has collaborations and in-license relationships with the Torii Pharmaceutical Co., Ltd.; Seqirus UK Limited; Shionogi & Co., Ltd.; Green Cross Corporation; Mundipharma International Holdings Limited; National Institute of Allergy and Infectious Diseases; Biomedical Advanced Research and Development Authority; the U.S. Department of Health and Human Services; and The University of Alabama at Birmingham, as well as Albert Einstein College of Medicine of Yeshiva University and Industrial Research, Ltd. BioCryst Pharmaceuticals, Inc. was founded in 1986 and is headquartered in Durham, North Carolina.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Biocryst Pharmaceuticals Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BCRX HV is running hot, cold, or in line. Make the BCRX 30 day historical volatility — and every other window — work for your edge instead of against it.